On Winning Forecasting Competitions in Economics.
To explain which methods might win forecasting competitions on economic time series, we consider forecasting in an evolving economy subject to structural breaks, using mis-specified, data-based models. "Causal" models need not win when facing determinist...
Main Authors: | Clements, M, Hendry, D |
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Format: | Journal article |
Sprog: | English |
Udgivet: |
Springer-Verlag
1999
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Lignende værker
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Explaining the Results of the M3 Forecasting Competition.
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Forecasting Economic Processes.
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Forecasting economic time series
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Macro-economic Forecasting and Modelling.
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Forecasting Economic Processes--A Reply.
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